centos man page for fra

FRA(1)							      General Commands Manual							    FRA(1)

NAME
       FRA - Example of using QuantLib

SYNOPSIS
       FRA

DESCRIPTION
       FRA is an example of using the QuantLib interest-rate model framework.

       FRA values a forward-rate agreement (FRA) at different forward dates under two yield curve assumptions. It thereby illustrates how set up a
       term structure, and to use it to price a simple forward-rate agreement.

SEE ALSO
       The source code FRA.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1),
       FittedBondCurve(1),   MarketModels(1),	Replication(1),   Repo(1),   SwapValuation(1),	 the   QuantLib   documentation   and  website	at
       http://quantlib.org.

AUTHORS
       The QuantLib Group (see Authors.txt).

       This manual page was added by Dirk Eddelbuettel <edd@debian.org>, the Debian GNU/Linux maintainer for QuantLib.

QuantLib							    07 Jul 2006 							    FRA(1)